energy: energy-defunct – R documentation

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energy-defunct

Energy Statistic Test of Independence

Description

Defunct: use indep.test with method = mvI. Computes a multivariate nonparametric E-statistic and test of independence.

Usage

indep.e(x, y)
indep.etest(x, y, R)

Arguments

`x`	matrix: first sample, observations in rows
`y`	matrix: second sample, observations in rows
`R`	number of replicates

Details

Computes the coefficient I_n and performs a nonparametric E-test of independence. The test decision is obtained via bootstrap, with R replicates. The sample sizes (number of rows) of the two samples must agree, and samples must not contain missing values. The statistic E = I^2 is a ratio of V-statistics based on interpoint distances ||x_{i}-y_{j}||. See the reference below for details.

Value

The sample coefficient I is returned by indep.e. The function indep.etest returns a list with class htest containing

`method`	description of test
`statistic`	observed value of the coefficient I
`p.value`	approximate p-value of the test
`data.name`	description of data

Author(s)

Maria L. Rizzo mrizzo@bgsu.edu and Gabor J. Szekely

References

Bakirov, N.K., Rizzo, M.L., and Szekely, G.J. (2006), A Multivariate Nonparametric Test of Independence, Journal of Multivariate Analysis 93/1, 58-80

energy

E-Statistics: Multivariate Inference via the Energy of Data

v1.7-10

GPL (>= 2)

Authors

Maria Rizzo [aut, cre], Gabor Szekely [aut]

Initial release

2022-04-18